+311.4%
COP vs USFD
+329.0%
-17.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +3.0% | -3.0% | +6.0% | +4.2% |
| 30D | +17.5% | +3.5% | +14.0% | +15.8% |
| 3M | +13.4% | +26.6% | -13.2% | +2.8% |
| 6M | +17.7% | +11.7% | +6.0% | +11.5% |
| YTD | +46.6% | +38.1% | +8.5% | +26.6% |
| 1Y | +44.6% | +33.4% | +11.2% | +26.1% |
| 3Y | +20.7% | +155.8% | -135.1% | -20.7% |
| 5Y | +185.0% | +214.0% | -29.0% | +63.9% |
| 10Y | +347.0% | +320.4% | +26.6% | +111.7% |
| All | +311.4% | +329.0% | -17.7% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling